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Abdelwahed Trabelsi · Study

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Abdelwahed Trabelsi

4 works· latest 2014· 2 institutionscluster: provisional

h-index4

i104

Citations348

Works here4

08

09

14

Most cited in this library

Extreme Value Theory and Value at Risk: Application to oil market2009 · 213 citations
Energy portfolio risk management using time-varying extreme value copula methods2014 · 70 citations
Predictive performance of conditional Extreme Value Theory in Value-at-Risk estimation2008 · 36 citations
Measure of financial risk using conditional extreme value copulas with EVT margins2009 · 29 citations

Works

4 shown

Energy portfolio risk management using time-varying extreme value copula methods

Economic Modelling·2014·1 author

70citations

Measure of financial risk using conditional extreme value copulas with EVT margins

The Journal of Risk·2009·1 author

29citations

Extreme Value Theory and Value at Risk: Application to oil market

Energy Economics·2009·3 authors·Open access

213citations

Predictive performance of conditional Extreme Value Theory in Value-at-Risk estimation

International Journal of Monetary Economics and Finance·2008·1 author

36citations